Using cloudflare is more reliable than using your own stuff which is still an option that nobody chooses anymore because it’s better to choose cloudflare or something similar.
I’m going to go ahead and assume you don’t work with internet security in any way, have no experience in web development, and have never attempted to provide web application services to more people than you can count on your fingers, but if you had, cloudflare is mana from heaven.
For now you have access to the ability to connect to the internet for multiple places and not have businesses immediately know exactly who you are. That is gradually going to be eliminated until you can be assured that every interaction you have on every website and every service will know exactly who you are at all times.
Then it becomes a lot harder to investigate this kind of stuff for yourself.